Modeling and forecasting of rainfall reoccurrence changes using Markov Switching in Iran
Author:
Open Access
- 26 July 2021
- journal article
- research article
- Published by Springer Nature in SN Applied Sciences
- Vol. 3 (8) , 1-14
Abstract
This paper represents the recurrence (reoccurrence) changes in the rainfall series using Markov Switching models (MSM). The switching employs a dynamic pattern that allows a linear model to be combined with nonlinearity models a discrete structure. The result is the Markov Switching models (MSM) reoccurrence predicting technique. Markov Switching models (MSM) were employed to analyze rainfall reoccurrence with spatiotemporal regime probabilities. In this study, Markov Switching models (MSM) were used based on the simple exogenous probability frame by identifying a first-order Markov process for the regime probabilities. The Markov transition matrix and regime probabilities were used to analyze the rainfall reoccurrence in 167 synoptic and climatology stations. The analysis results show a low distribution from 0.0 to 0.2 (0–20%) per day spatially from selecting stations, probability mean of daily rainfall recurrence is 0.84, and a different distribution based on the second regime was found to be more remarkable to the rainfall variability. The rainfall reoccurrence in daily rainfall was estimated with relatively low variability and strong reoccurrence daily with ranged from 0.851 to 0.995 (85.1–99.5%) per day based on the spatial distribution. The variability analysis of rainfall in the intermediate and long variability and irregular variability patterns would be helpful for the rainfall variability for environmental planning.Keywords
Funding Information
- Payame Noor University (1396)
This publication has 32 references indexed in Scilit:
- EViews 7.2Journal of Applied Econometrics, 2012
- Simulation-based sequential analysis of Markov switching stochastic volatility modelsComputational Statistics & Data Analysis, 2007
- Can Markov regime-switching models improve power-price forecasts? Evidence from German daily power pricesApplied Energy, 2006
- Markov-switching models with endogenous explanatory variablesJournal of Econometrics, 2004
- Forecasting Markov-switching dynamic, conditionally heteroscedastic processesStatistics & Probability Letters, 2004
- Specification testing in Markov-switching time-series modelsJournal of Econometrics, 1996
- Business-Cycle Phases and Their Transitional DynamicsJournal of Business & Economic Statistics, 1994
- Dynamic linear models with Markov-switchingJournal of Econometrics, 1994
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business CycleEconometrica, 1989
- A Markov model for switching regressionsJournal of Econometrics, 1973